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Answer to Question #279803 in Economics of Enterprise for Shan

Question #279803

Consider the following autoregressive (AR(2) ) process. Determine if it is stationary.



Yt = 0.37Yt-1+ 0.49Yt-2+ ut


where ut

is a White noise.



1
Expert's answer
2021-12-17T11:56:00-0500
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